-3.0%
TFC vs ALC
-11.2%
+8.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.1% |
| 7D | +1.2% | +4.9% | -3.7% | -0.6% |
| 30D | +8.3% | +19.0% | -10.6% | +1.3% |
| 3M | -5.2% | +7.8% | -12.9% | -8.1% |
| 6M | -0.8% | +14.6% | -15.4% | -6.4% |
| YTD | +3.4% | -4.4% | +7.9% | +4.0% |
| 1Y | +17.0% | +1.4% | +15.6% | +14.7% |
| 3Y | +86.2% | +2.5% | +83.7% | +76.4% |
| All | -3.0% | -11.2% | +8.2% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling